Linear, Machine Learning and Probabilistic Approaches for Time Series Analysis
Applications
2017-03-07 v1 Machine Learning
Methodology
Abstract
In this paper we study different approaches for time series modeling. The forecasting approaches using linear models, ARIMA alpgorithm, XGBoost machine learning algorithm are described. Results of different model combinations are shown. For probabilistic modeling the approaches using copulas and Bayesian inference are considered.
Cite
@article{arxiv.1703.01977,
title = {Linear, Machine Learning and Probabilistic Approaches for Time Series Analysis},
author = {B. M. Pavlyshenko},
journal= {arXiv preprint arXiv:1703.01977},
year = {2017}
}